Yield spread analysis-methods of price/yield quotation, yield spreads by maturity, off-the-run vs. on-the-runPrice/yield sensitivity-hedge ratios, basis point value, dollar duration, convexityTerm structure of interest rates-different yield curve structures, zero coupon yield curve, Treasury trading StripsForeign exchange-crossrates, spot rates, forward points, covered interest arbitrageOptions-plain vanilla vs. exotic options, over-the-counter vs. exchange-traded options, understanding option valuation models, and option hedging and trading strategiesInterest rate swaps, swaptions, caps, floors, collars, inverse floatersRisk/return-valuation theory, capital asset pricing model, value at riskComplete with supporting appendixes that contain statistical information on such essentials as historical interest rate patterns, conversion factors for Treasury bond futures, the standard normal distribution, and day count basis for different bonds, Investment Mathematics for Finance and Treasury Professionals is an indispensable reference for anyone involved with corporate and municipal treasury functions.
Investment Mathematics for Finance & Treasury Professionals: A Practical Approach
Investment Mathematics for Finance & Treasury Professionals: A Practical Approach,Gregory V. Kitter,Wiley,0471252948,Accounting - General,Business & Economics,Business / Economics / Finance,Business/Economics,Corporate Finance,Finance,Investment Finance,Investments,Investments & Securities - General,Mathematics,Business & Economics / Corporate Finance,Investment & securities
Fun Book:
- Investment Performance Measurement (Frank J. Fabozzi Series)
- Investment Philosophies: Successful Investment Philosophies and the Greatest Investors Who Made Them Work
- Investments: A Global Perspective and Ibottson Associates Software Workbook and CD
- Investment Taxation : Practical Tax Strategies for Financial Instruments
- Invest With Confidence: A No-Nonsense Guide for Women and Their Money
- IP Addressing Fundamentals
- iPod and iTunes Digital Field Guide
- IRAs, 401(k)s & Other Retirement Plans: Taking Your Money Out
- Is Fair Value Fair : Financial Reporting from an International Perspective
- ISO 9000 Quality System: Department by Department Implementation for the Certification Audit
Fun Book
Recommended Books
- Oil Portraits Step by Step
- Technical Analysis of the Currency Market : Classic Techniques for Profiting from Market Swings and
- Building Torchon Lace Patterns
- Business Analysis and Valuation : Using Financial Statements, Text and Cases
- An Aid to the Mrcp Short Cases
- An Inventor in the Garden of Eden
- Applied Calculus with Microsoft Excel
- Around The World In Eighty Days
- Beneath the Thirteen Moons
- At The Table Of Jim Thompson
- Baby Gifts: Simple Heirlooms to Make and Give
- Beyond Please And Thank You: The Disability Awareness Handbook For Families, Co-workers, And Friends
- Appalachian Odyssey : Historical Perspectives on the Great Migration
- Battling the Inland Sea: American Political Culture, Public Policy, and the Sacramento Valley, 1850-
- Air Travel's Bargain Basement: The International Directory of Consolidators, Bucket Shops and Other
